2024-03-29T02:30:42Zhttps://eprints.lib.hokudai.ac.jp/dspace-oai/requestoai:eprints.lib.hokudai.ac.jp:2115/810882022-11-17T02:08:08Zhdl_2115_8473hdl_2115_123hdl_2115_8472Bankruptcy Prediction Model Based on Business Risk Reports : Use of Natural Language Processing TechniquesRasolomanana, Onjaniaina Mianin'HarizoBankruptcy predictionBusiness riskNatural language processingNLPSentiment analysisNeural Networks330The purpose of this study is to assess how useful risk information is in bankruptcy prediction, by performing a sentiment analysis of the texts. The proposed method involves the use of Natural Language Processing (NLP) and machine learning techniques. The results show that neural networks performed better than other classifiers, with a classification accuracy of 96.15% for this particular text classification problem. This work demonstrates that business risks reports carry information that helps predict the likelihood of bankruptcy.Faculty of Economics and Business, Hokkaido UniversityDepartmental Bulletin Paperapplication/pdfhttp://hdl.handle.net/2115/81088https://eprints.lib.hokudai.ac.jp/dspace/bitstream/2115/81088/1/DPA358.pdfDiscussion Paper, Series A3581142021-04engpublisher